Oh my goodness, I wish I had seen this post before I just spent hours and hours trying to get it done with CLI. I would like to add that by "Cog icon in the top right" it is actually the button in the upper right that says "Space Details". Thank you for this solution.
As an Alternative, you can goto an App. Then goto Data Load Editor. Change the Space to Personal and view the files in DataFiles. Once you see the list you can click on the trash can to delete.
You can also delete from an Attched files that was saved within the app the same way to shink app size.
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